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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

22513.5 -112.35 (-0.50%)

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Historical option data for FINNIFTY

24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 25000 CE
Delta: 0.00
Vega: 0.38
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1.25 -0.85 30.71 11,813 -760 12,278
23 Jan 22625.85 1.85 -1.05 28.14 14,798 47 13,020
22 Jan 22650.40 2.9 -0.10 27.26 11,740 -393 12,973
21 Jan 22548.90 3 -2.15 26.75 13,454 43 13,326
20 Jan 22926.70 5.15 -0.25 23.54 11,733 3,283 13,289
17 Jan 22608.20 5.4 -2.30 23.51 8,691 1,927 9,986
16 Jan 22943.75 7.7 0.40 20.30 7,270 -208 8,057
15 Jan 22680.10 7.3 -2.45 21.99 6,280 -23 8,224
14 Jan 22722.15 9.75 -1.25 21.39 8,781 690 8,186
13 Jan 22400.45 11 1.30 24.55 7,728 32 7,476
10 Jan 22730.20 9.7 -6.55 19.28 12,745 2,462 7,445
9 Jan 23026.15 16.25 -7.30 17.87 5,941 484 5,003
8 Jan 23236.05 23.55 -13.25 17.15 11,533 757 4,554
7 Jan 23430.30 36.8 -4.20 16.73 6,181 -9 3,810
6 Jan 23317.85 41 -19.90 17.52 25,640 -506 3,967
3 Jan 23735.70 60.9 -26.15 14.58 15,732 854 4,467
2 Jan 24006.70 87.05 13.14 23,002 1,066 3,609


For Nifty Financial Services - strike price 25000 expiring on 30JAN2025

Delta for 25000 CE is 0.00

Historical price for 25000 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 30.71, the open interest changed by -760 which decreased total open position to 12278


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 28.14, the open interest changed by 47 which increased total open position to 13020


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 27.26, the open interest changed by -393 which decreased total open position to 12973


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 3, which was -2.15 lower than the previous day. The implied volatity was 26.75, the open interest changed by 43 which increased total open position to 13326


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 3283 which increased total open position to 13289


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 5.4, which was -2.30 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1927 which increased total open position to 9986


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 7.7, which was 0.40 higher than the previous day. The implied volatity was 20.30, the open interest changed by -208 which decreased total open position to 8057


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 7.3, which was -2.45 lower than the previous day. The implied volatity was 21.99, the open interest changed by -23 which decreased total open position to 8224


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 9.75, which was -1.25 lower than the previous day. The implied volatity was 21.39, the open interest changed by 690 which increased total open position to 8186


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 11, which was 1.30 higher than the previous day. The implied volatity was 24.55, the open interest changed by 32 which increased total open position to 7476


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 9.7, which was -6.55 lower than the previous day. The implied volatity was 19.28, the open interest changed by 2462 which increased total open position to 7445


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 16.25, which was -7.30 lower than the previous day. The implied volatity was 17.87, the open interest changed by 484 which increased total open position to 5003


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 23.55, which was -13.25 lower than the previous day. The implied volatity was 17.15, the open interest changed by 757 which increased total open position to 4554


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 36.8, which was -4.20 lower than the previous day. The implied volatity was 16.73, the open interest changed by -9 which decreased total open position to 3810


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 41, which was -19.90 lower than the previous day. The implied volatity was 17.52, the open interest changed by -506 which decreased total open position to 3967


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 60.9, which was -26.15 lower than the previous day. The implied volatity was 14.58, the open interest changed by 854 which increased total open position to 4467


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 87.05, which was lower than the previous day. The implied volatity was 13.14, the open interest changed by 1066 which increased total open position to 3609


FINNIFTY 30JAN2025 25000 PE
Delta: -0.93
Vega: 4.06
Theta: -12.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 2500 586.45 54.47 1 0 41
23 Jan 22625.85 1913.55 0.00 0.00 0 0 0
22 Jan 22650.40 1913.55 0.00 0.00 0 0 0
21 Jan 22548.90 1913.55 0.00 0.00 0 0 0
20 Jan 22926.70 1913.55 0.00 0.00 0 0 0
17 Jan 22608.20 1913.55 0.00 0.00 0 0 0
16 Jan 22943.75 1913.55 0.00 0.00 0 0 0
15 Jan 22680.10 1913.55 0.00 0.00 0 0 0
14 Jan 22722.15 1913.55 0.00 0.00 0 0 0
13 Jan 22400.45 1913.55 0.00 0.00 0 0 0
10 Jan 22730.20 1913.55 0.00 0.00 0 0 0
9 Jan 23026.15 1913.55 288.25 28.29 5 0 41
8 Jan 23236.05 1625.3 144.30 13.91 2 -1 42
7 Jan 23430.30 1481 354.95 18.45 11 0 43
6 Jan 23317.85 1126.05 0.00 0.00 0 -2 0
3 Jan 23735.70 1126.05 164.05 11.87 3 -2 43
2 Jan 24006.70 962 16.44 7 5 43


For Nifty Financial Services - strike price 25000 expiring on 30JAN2025

Delta for 25000 PE is -0.93

Historical price for 25000 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2500, which was 586.45 higher than the previous day. The implied volatity was 54.47, the open interest changed by 0 which decreased total open position to 41


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1913.55, which was 288.25 higher than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 41


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1625.3, which was 144.30 higher than the previous day. The implied volatity was 13.91, the open interest changed by -1 which decreased total open position to 42


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1481, which was 354.95 higher than the previous day. The implied volatity was 18.45, the open interest changed by 0 which decreased total open position to 43


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1126.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1126.05, which was 164.05 higher than the previous day. The implied volatity was 11.87, the open interest changed by -2 which decreased total open position to 43


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 962, which was lower than the previous day. The implied volatity was 16.44, the open interest changed by 5 which increased total open position to 43